Anic Equity¶

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Total return since start: 0.613 %¶

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Equity now: -----------------------------> 49281.92 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45220.71 Kr¶

PnL: ---------------------------------------> 164.71 Kr¶

DD now: ---------------------------------> -7.226 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 09:27:51.763882'

Anic Portfolio¶

Today¶

Return: 0.836 %¶

This Week¶

Return: -0.043 %¶

Total portfolio value¶

Return including deposits: 61.336 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.700000 1672.560000 203.560000 13.860000 1468.999998
Sedana Medical 93 4.710000 2689.560000 168.560000 6.690000 2521.000011
Orrön Energy 180 5.080000 2160.900000 117.900000 5.770000 2043.000000
Platzer Fastigheter Holding B 12 2.350000 992.400000 31.400000 3.270000 960.999996
Sagax B 4 1.480000 879.600000 25.600000 3.000000 854.000000
Atrium Ljungberg B 5 0.680000 959.000000 24.000000 2.570000 935.000000
Hoist Finance 35 -0.170000 1002.750000 22.750000 2.320000 980.000000
Catena 2 1.340000 814.000000 22.000000 2.780000 792.000000
Sagax A 4 1.860000 876.000000 22.000000 2.580000 854.000000
Hexatronic Group 12 1.760000 985.200000 18.200000 1.880000 966.999996
JM 6 0.210000 879.600000 15.600000 1.810000 864.000000
Gränges 9 1.160000 938.700000 10.700000 1.150000 927.999999
BioGaia B 8 0.340000 937.600000 7.600000 0.820000 930.000000
Biotage 7 0.220000 945.000000 4.000000 0.430000 940.999997
Byggmax Group 33 0.690000 959.640000 3.640000 0.380000 956.000001
Clas Ohlson B 12 0.120000 975.600000 2.600000 0.270000 972.999996
AcadeMedia 8 0.900000 404.400000 2.400000 0.600000 402.000000
Bilia A 8 0.090000 900.800000 0.800000 0.090000 900.000000
HEXPOL B 9 -0.610000 1021.500000 0.500000 0.050000 1020.999996
EQT 4 0.390000 831.200000 -0.800000 -0.100000 832.000000
Alimak Group 11 0.480000 921.800000 -6.200000 -0.670000 927.999996
OX2 13 0.280000 943.150000 -6.850000 -0.720000 949.999999
ASSA ABLOY B 3 -0.580000 771.300000 -7.700000 -0.990000 779.000001
SKF B 5 -0.700000 925.500000 -14.500000 -1.540000 940.000000
VEF 909 0.900000 1834.360000 -15.640000 -0.850000 1850.000436
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 -0.150000 942.200000 -24.800000 -2.560000 966.999999
Addnode Group B 11 -1.590000 887.150000 -33.850000 -3.680000 921.000003
Latour B 4 0.150000 819.200000 -37.800000 -4.410000 857.000000
Vitec Software Group B 2 0.580000 1048.000000 -39.000000 -3.590000 1087.000000
Indutrade 5 1.160000 1174.500000 -43.500000 -3.570000 1218.000000
Hexagon B 26 0.460000 3406.000000 -55.000000 -1.590000 3461.000010
Bufab 3 -0.970000 1042.800000 -66.200000 -5.970000 1109.000001
INVISIO 16 0.220000 3608.000000 -81.000000 -2.200000 3689.000000
BHG Group 97 1.070000 1369.640000 -89.360000 -6.120000 1458.999989
TOTAL 45220.710000 164.710000 -7.22591% 45056.000411

Updated:¶

'2023-07-04 09:28:08.873549'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶